Performs a full online update step of the Gaussian Process
ogpstep_full(cX,indX,kX,kk,K1,K2,gamma,hatE);
[net] = ogpstep_full(net,cX,indX,kX,kk,K1,K2,gamma,hatE) - updates the
GLOBAL Gaussian process structure net with the information from the
current data point. This function is called from ogppost and this
function makes no change inthe EP-representation of the GP (the chenges are
done in ogpstep_ep).
The BV set is extended with cX - the current input example.
gamma and hatE are the geometric components required to update
the inverse of the Gram, or kernel matrix.
net- the GLOBAL Gaussian Process structure to be modified.
cX- the current input that will be included into the basis vector set.
indx- the index of the current input in the training set (needed to update the TAP/EP representation).
kX- the covariance function of the basis vector set and the current input K0(BV,x).
kk - the variance at the current input K(x,x).
K1,K2- the values of the first and second derivatives of the log-average.
gamma- the geometric component of the updates (the distance of the current input from the subspace given by the basis vector set.
hatE- the coordinates of the projection of the current input to the basis vector set.
ogp, ogptrain, ogpstep_sp, ogpstep_ep
Copyright (c) Lehel Csató (2001-2004)